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A multivariate adaptive stochastic search method for dimensionality reduction in classification
Dimensionality reduction classification variable selection
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2010/10/19
High-dimensional classification has become an increasingly important problem. In this paper we propose a "Multivariate Adaptive Stochastic Search" (MASS) approach which first reduces the dimension of...
On Stein's method and perturbations
perturbation method normal distribution jump diusion process poisson distribution compound poisson distribution
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2009/6/12
Stein (1972) method is a very general tool for assessing the quality of approximation of the distribution of a random element by another, often simpler, distribution. In applications of Stein method, ...